Senior Managing Director
Current- Contribute to the Trust’s annual Asset/Liability study including working with the Trust’s general consultant in understanding and modeling capital market assumptions across asset classes, creating glide paths to achieve new asset allocations while maintaining target equity beta, analyzing appropriate benchmarks, and updating the Investment Policy Statement.- Led exposure transitions through multi-billion-dollar portfolio transactions including passive-to-active equity funding as well as several de-risking and rebalancing activities involving both derivatives and physical securities across multiple managers.- Implemented a quarterly meeting for the investment team to discuss tilts within the Trust portfolio. Designed and supervised production of materials for the meeting including identification and quantification of largest active risks relative to benchmark within the portfolio.- Managed Senior Manager focused on quantitative due diligence, Manager focused on rebalancing and overlay management and Analyst focused on compliance reporting and report development and production.- Part of multi-year project to identify and select a portfolio data aggregator, implementation ongoing. Led 12 person team across multiple functions (manager research, operations) to convert private market pacing models to selected system (Caissa) which identified and corrected structural issues with prior approach that had led to systematic over-commitments to private equity.- Produce CIO’s quarterly committee reports and interim communications including asset class strategy and performance updates as well as commentary on impact of recent market activity. - Member of Trust’s 401(k) Committee to oversee employee retirement plan selections and performance.
